Nam Nguyen
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harbourfrontquant.substack.com
Nam Nguyen
@harbourfrontquant.substack.com
Financial consultant, trader, number cruncher, traveler
on the call side, and in the indices and blue chip stocks, usually OTM calls have lower IVs than ATM's, that's another disadvantage of covered calls.
November 3, 2025 at 10:00 PM
yes, correlation, which will likely go to 1 in a market downturn. My solution is to trade a strat that is negatively correlated with the market and add it to the long portfolio. But designing such a strat is not trivial
November 3, 2025 at 9:56 PM